ACGL vs. ADM
Compare and contrast key facts about Arch Capital Group Ltd. (ACGL) and Archer-Daniels-Midland Company (ADM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACGL or ADM.
Key characteristics
| ACGL | ADM | |
|---|---|---|
| YTD Return | 13.09% | -20.77% |
| 1Y Return | 50.84% | -15.95% |
| 5Y Return (Ann) | 21.96% | 13.35% |
| 10Y Return (Ann) | 15.21% | 10.79% |
| Sharpe Ratio | 1.83 | -0.56 |
| Daily Std Dev | 29.00% | 29.27% |
| Max Drawdown | -54.73% | -68.01% |
Fundamentals
| ACGL | ADM | |
|---|---|---|
| Market Cap | $26.96B | $39.61B |
| EPS | $5.02 | $7.86 |
| PE Ratio | 14.42 | 9.25 |
| PEG Ratio | 2.24 | 16.43 |
| Revenue (TTM) | $10.84B | $101.98B |
| Gross Profit (TTM) | $2.85B | $7.57B |
| EBITDA (TTM) | $2.20B | $5.40B |
Correlation
The correlation between ACGL and ADM is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
ACGL vs. ADM - Performance Comparison
In the year-to-date period, ACGL achieves a 13.09% return, which is significantly lower than ADM's -20.77% return. Over the past 10 years, ACGL has outperformed ADM with an annualized return of 15.21%, while ADM has yielded a comparatively lower 10.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ACGL vs. ADM - Dividend Comparison
ACGL has not paid dividends to shareholders, while ADM's dividend yield for the trailing twelve months is around 3.44%.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ADM Archer-Daniels-Midland Company | 3.44% | 1.74% | 2.26% | 3.02% | 3.30% | 3.69% | 3.72% | 3.15% | 3.78% | 2.34% | 2.27% | 3.38% |
ACGL vs. ADM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Archer-Daniels-Midland Company (ADM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 1.83 | ||||
ADM Archer-Daniels-Midland Company | -0.56 |
ACGL vs. ADM - Drawdown Comparison
The maximum ACGL drawdown for the period was -12.50%, higher than the maximum ADM drawdown of -24.68%. The drawdown chart below compares losses from any high point along the way for ACGL and ADM
ACGL vs. ADM - Volatility Comparison
Arch Capital Group Ltd. (ACGL) has a higher volatility of 8.43% compared to Archer-Daniels-Midland Company (ADM) at 7.02%. This indicates that ACGL's price experiences larger fluctuations and is considered to be riskier than ADM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.